IT's TRUE - most CIO's read 50+ books each year - get your copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book "The Many Flavors of Trend Following" here.
Learn more about the Trend Barometer here.
And please share this episode with a like-minded friend and leave an honest rating & review on iTunes or Spotify so more people can discover the podcast.
Follow Niels on Twitter, LinkedIn and YouTube.
Follow Alan on Twitter.
Follow Michael on LinkedIn.
02:20 - Introduction to Crabel Capital Management
03:41 - The philosophy behind their work
08:46 - Their trading objectives
11:21 - Too concerned about the sharpe?
14:28 - Better alternatives to sharpe?
16:43 - Unearthing the anomalies
22:49 - Creating the perfect environment
26:34 - Machine Learning - a magical unicorn?
31:17 - Getting the execution right
35:01 - The feeling of being replicated
39:28 - Their approach to trading markets
42:55 - The ESGs?
47:43 - Managing risk
58:42 - Are fees on the rise?
01:03:44 - Getting the execution right
01:07:22 - The role of their product
01:10:51 - Which bucket do they belong to?
01:12:18 - Crazy times for liquidity
01:16:24 - Being controversial
01:20:14 - Thanks for listening